Details about Laurens de Haan

Access statistics for papers by Laurens de Haan.

Last updated 2011-09-05. Update your information in the RePEc Author Service.

Short-id: pde531

Working Papers

2019

1. Tail Index Estimation: Quantile-Driven Threshold Selection
   Staff Working Papers, Bank of Canada View citations (10)

Journal Articles

2008

1. Parametric tail copula estimation and model testing
   Journal of Multivariate Analysis, 2008, 99, (6), 1260-1275 View citations (19)
2. Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses
   Journal of the Royal Statistical Society Series B, 2008, 70, (1), 31-52 View citations (30)

2006

3. A class of distribution functions with less bias in extreme value estimation
   Statistics & Probability Letters, 2006, 76, (15), 1617-1624

2003

4. On large deviation for extremes
   Statistics & Probability Letters, 2003, 64, (1), 51-62 View citations (2)

1999

5. Estimating the index of a stable distribution
   Statistics & Probability Letters, 1999, 41, (1), 39-55 View citations (23)

1997

6. Rates of Convergence for Bivariate Extremes
   Journal of Multivariate Analysis, 1997, 61, (2), 195-230 View citations (5)

1984

7. Domains of attraction and regular variation in IRd
   Journal of Multivariate Analysis, 1984, 14, (1), 17-33 View citations (6)

1978

8. Asymptotic properties of a correlation coefficient type statistic connected with the general linear model
   Journal of Econometrics, 1978, 7, (1), 15-21